When John Mulaney opened his Netflix talk show with “To Live And Die In L.A.”, perhaps only Wang Chung diehards knew who recorded it. Both iterations of Mulaney’s excellent show Everybody’s In L.A.

Wang Chung is an interesting band. They are an English new wave group with a Chinese name and a song about Los Angeles. Truly global. Bassist and keyboardist Nick Feldman said his bandmate, singer ...